My CV
Employment
- 2015-present:
Assistant professor (maître de conférences), Telecom ParisTech, France,
Signal and image processing department.
- 2014-2015:
Postdoctoral research assistant, Telecom ParisTech, France (P.I. Pascal Bianchi),
Signal and image processing department.
Focus: Randomized optimisation algorithms for machine learning
- 2012-2014: Postdoctoral research assistant, University of Edinburgh, UK (P.I. Peter Richtarik),
Edinburgh Research Group in Optimization
Focus: Parallel coordinate descent methods for
general convex functions
Education
- 2009-2012:
Ph. D. in Applied Mathematics, Ecole Polytechnique (Paris, France)
Defended on 17th September 2012 (with distinction)
Supervisors: Stephane Gaubert, Marianne Akian and Mustapha Bouhtou (Orange Labs)
Thesis: Optimization of Perron eigenvectors and applications: from web ranking to chronotherapeutics
Funded by a research contract between Inria and Orange Labs
- 2008-2009: Master of research, Paris 6 University (France): Optimization, Game Theory and Modelling
in Economy, (with distinction)
6 months internship, EDF R & D, Clamart (France):
Elaboration of a strategy of valuation for intra-day ajustement offers in the electricity market
- 2006-2009: Engineer's degree, ENSTA-ParisTech (France), major: Simulation and mathematical engineering,
specialisation: Optimization and Control
3 months internship, Inria Paris-Rocquencourt: Synthesis of a
control law for a vehicle following system
Prizes
-
2015: Second prize of the IMA Leslie Fox Prize in numerical analysis.
- 2013: Ph. D. Thesis Award of the Gaspard Monge Programme for Optimisation and Operational Research
(best Ph. D. Thesis in optimisation and operational research in France)
Teaching experience
- Since 2015: courses, tutorials and projects in optimization, Fourier analysis, machine learning and signal processing
- 2015: Supervision of one Master's degree internship:
Eugene N'Diaye (Dynamic variable screening for supervised learning
in large dimensions with structured sparsity constraints)
- 2013: Supervision of two MSc summer projects:
Andrew Cairns (Web advertisement pricing) and
Yun Yang (Maximizing the Revenue Considering Customer Choice)
- 2013:
The University of Edinburgh.
Optimization Methods in Finance:
managed the lecture and computer lab on robust optimization and conic optimization (50 MSc students)
Computing and Numerics: teaching assistant for computer labs (15 2nd-year students)
Introduction to linear algebra: teaching assistant (12 1st-year students)
- 2012: ENSTA-ParisTech, Teaching assistant: Quadratic optimization
(15 3rd-year students) and
Initiation to finite elements method
(15 4th-year students)
Software
- 2014: Contribution to Scikit-learn (Python): Accelerated coordinate descent for the Lasso
- 2013: OpenMP/C++ code: Accelerated Parallel PROXimal coordinate descent (APPROX).
Prototype solved SVM, Lasso, $l_1$ regression with millions examples and features.
- 2011: Scilab code for the optimization of the Perron value (chemotherapy) or the Perron vector
(web page ranking)
- 2010: Deliverable of the research contract with Orange Labs : Matlab code with a mexfile interface
with the WebGraph library (webgraph.dsi.unimi.it) for the optimization of PageRank.
The prototype enabled us to deal with graphs up to 100 million nodes.
Languages
-
French: Mother tongue
- English: Fluent
- German: Fluent
- Chinese: Basic knowledge in writing and speaking
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